DFLGEN
DFL - A Derivative-Free Library - DFLGEN: Derivative-free methods for mixed-integer constrained optimization problems. Methods which do not use any derivative information are becoming popular among researchers, since they allow to solve many real-world engineering problems. Such problems are frequently characterized by the presence of discrete variables, which can further complicate the optimization process. In this paper, we propose derivative-free algorithms for solving continuously differentiable Mixed Integer NonLinear Programming problems with general nonlinear constraints and explicit handling of bound constraints on the problem variables. We use an exterior penalty approach to handle the general nonlinear constraints and a local search approach to take into account the presence of discrete variables. We show that the proposed algorithms globally converge to points satisfying different necessary optimality conditions. We report a computational experience and a comparison with a well-known derivative-free optimization software package, i.e., NOMAD, on a set of test problems. Furthermore, we employ the proposed methods and NOMAD to solve a real problem concerning the optimal design of an industrial electric motor. This allows to show that the method converging to the better extended stationary points obtains the best solution also from an applicative point of view.
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References in zbMATH (referenced in 9 articles , 1 standard article )
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Sorted by year (- Ploskas, Nikolaos; Sahinidis, Nikolaos V.: Review and comparison of algorithms and software for mixed-integer derivative-free optimization (2022)
- Larson, Jeffrey; Leyffer, Sven; Palkar, Prashant; Wild, Stefan M.: A method for convex black-box integer global optimization (2021)
- Liuzzi, Giampaolo; Lucidi, Stefano; Rinaldi, Francesco: An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables (2020)
- Audet, Charles; Le Digabel, Sébastien; Tribes, Christophe: The mesh adaptive direct search algorithm for granular and discrete variables (2019)
- Larson, Jeffrey; Menickelly, Matt; Wild, Stefan M.: Derivative-free optimization methods (2019)
- Müller, Juliane; Woodbury, Joshua D.: GOSAC: global optimization with surrogate approximation of constraints (2017)
- Boukouvala, Fani; Misener, Ruth; Floudas, Christodoulos A.: Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO (2016)
- Lucidi, Stefano; Maurici, Massimo; Paulon, Luca; Rinaldi, Francesco; Roma, Massimo: A derivative-free approach for a simulation-based optimization problem in healthcare (2016)
- Liuzzi, Giampaolo; Lucidi, Stefano; Rinaldi, Francesco: Derivative-free methods for mixed-integer constrained optimization problems (2015)